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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2016 Pedro Gonnet (pedro.gonnet (at) gmail.com)
      5 //
      6 // This Source Code Form is subject to the terms of the Mozilla
      7 // Public License v. 2.0. If a copy of the MPL was not distributed
      8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
      9 
     10 #ifndef THIRD_PARTY_EIGEN3_EIGEN_SRC_CORE_ARCH_AVX512_MATHFUNCTIONS_H_
     11 #define THIRD_PARTY_EIGEN3_EIGEN_SRC_CORE_ARCH_AVX512_MATHFUNCTIONS_H_
     12 
     13 namespace Eigen {
     14 
     15 namespace internal {
     16 
     17 // Disable the code for older versions of gcc that don't support many of the required avx512 instrinsics.
     18 #if EIGEN_GNUC_AT_LEAST(5, 3)
     19 
     20 #define _EIGEN_DECLARE_CONST_Packet16f(NAME, X) \
     21   const Packet16f p16f_##NAME = pset1<Packet16f>(X)
     22 
     23 #define _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(NAME, X) \
     24   const Packet16f p16f_##NAME = (__m512)pset1<Packet16i>(X)
     25 
     26 #define _EIGEN_DECLARE_CONST_Packet8d(NAME, X) \
     27   const Packet8d p8d_##NAME = pset1<Packet8d>(X)
     28 
     29 #define _EIGEN_DECLARE_CONST_Packet8d_FROM_INT64(NAME, X) \
     30   const Packet8d p8d_##NAME = _mm512_castsi512_pd(_mm512_set1_epi64(X))
     31 
     32 // Natural logarithm
     33 // Computes log(x) as log(2^e * m) = C*e + log(m), where the constant C =log(2)
     34 // and m is in the range [sqrt(1/2),sqrt(2)). In this range, the logarithm can
     35 // be easily approximated by a polynomial centered on m=1 for stability.
     36 #if defined(EIGEN_VECTORIZE_AVX512DQ)
     37 template <>
     38 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet16f
     39 plog<Packet16f>(const Packet16f& _x) {
     40   Packet16f x = _x;
     41   _EIGEN_DECLARE_CONST_Packet16f(1, 1.0f);
     42   _EIGEN_DECLARE_CONST_Packet16f(half, 0.5f);
     43   _EIGEN_DECLARE_CONST_Packet16f(126f, 126.0f);
     44 
     45   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(inv_mant_mask, ~0x7f800000);
     46 
     47   // The smallest non denormalized float number.
     48   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(min_norm_pos, 0x00800000);
     49   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(minus_inf, 0xff800000);
     50   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(nan, 0x7fc00000);
     51 
     52   // Polynomial coefficients.
     53   _EIGEN_DECLARE_CONST_Packet16f(cephes_SQRTHF, 0.707106781186547524f);
     54   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p0, 7.0376836292E-2f);
     55   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p1, -1.1514610310E-1f);
     56   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p2, 1.1676998740E-1f);
     57   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p3, -1.2420140846E-1f);
     58   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p4, +1.4249322787E-1f);
     59   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p5, -1.6668057665E-1f);
     60   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p6, +2.0000714765E-1f);
     61   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p7, -2.4999993993E-1f);
     62   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_p8, +3.3333331174E-1f);
     63   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_q1, -2.12194440e-4f);
     64   _EIGEN_DECLARE_CONST_Packet16f(cephes_log_q2, 0.693359375f);
     65 
     66   // invalid_mask is set to true when x is NaN
     67   __mmask16 invalid_mask =
     68       _mm512_cmp_ps_mask(x, _mm512_setzero_ps(), _CMP_NGE_UQ);
     69   __mmask16 iszero_mask =
     70       _mm512_cmp_ps_mask(x, _mm512_setzero_ps(), _CMP_EQ_UQ);
     71 
     72   // Truncate input values to the minimum positive normal.
     73   x = pmax(x, p16f_min_norm_pos);
     74 
     75   // Extract the shifted exponents.
     76   Packet16f emm0 = _mm512_cvtepi32_ps(_mm512_srli_epi32((__m512i)x, 23));
     77   Packet16f e = _mm512_sub_ps(emm0, p16f_126f);
     78 
     79   // Set the exponents to -1, i.e. x are in the range [0.5,1).
     80   x = _mm512_and_ps(x, p16f_inv_mant_mask);
     81   x = _mm512_or_ps(x, p16f_half);
     82 
     83   // part2: Shift the inputs from the range [0.5,1) to [sqrt(1/2),sqrt(2))
     84   // and shift by -1. The values are then centered around 0, which improves
     85   // the stability of the polynomial evaluation.
     86   //   if( x < SQRTHF ) {
     87   //     e -= 1;
     88   //     x = x + x - 1.0;
     89   //   } else { x = x - 1.0; }
     90   __mmask16 mask = _mm512_cmp_ps_mask(x, p16f_cephes_SQRTHF, _CMP_LT_OQ);
     91   Packet16f tmp = _mm512_mask_blend_ps(mask, x, _mm512_setzero_ps());
     92   x = psub(x, p16f_1);
     93   e = psub(e, _mm512_mask_blend_ps(mask, p16f_1, _mm512_setzero_ps()));
     94   x = padd(x, tmp);
     95 
     96   Packet16f x2 = pmul(x, x);
     97   Packet16f x3 = pmul(x2, x);
     98 
     99   // Evaluate the polynomial approximant of degree 8 in three parts, probably
    100   // to improve instruction-level parallelism.
    101   Packet16f y, y1, y2;
    102   y = pmadd(p16f_cephes_log_p0, x, p16f_cephes_log_p1);
    103   y1 = pmadd(p16f_cephes_log_p3, x, p16f_cephes_log_p4);
    104   y2 = pmadd(p16f_cephes_log_p6, x, p16f_cephes_log_p7);
    105   y = pmadd(y, x, p16f_cephes_log_p2);
    106   y1 = pmadd(y1, x, p16f_cephes_log_p5);
    107   y2 = pmadd(y2, x, p16f_cephes_log_p8);
    108   y = pmadd(y, x3, y1);
    109   y = pmadd(y, x3, y2);
    110   y = pmul(y, x3);
    111 
    112   // Add the logarithm of the exponent back to the result of the interpolation.
    113   y1 = pmul(e, p16f_cephes_log_q1);
    114   tmp = pmul(x2, p16f_half);
    115   y = padd(y, y1);
    116   x = psub(x, tmp);
    117   y2 = pmul(e, p16f_cephes_log_q2);
    118   x = padd(x, y);
    119   x = padd(x, y2);
    120 
    121   // Filter out invalid inputs, i.e. negative arg will be NAN, 0 will be -INF.
    122   return _mm512_mask_blend_ps(iszero_mask, p16f_minus_inf,
    123                               _mm512_mask_blend_ps(invalid_mask, p16f_nan, x));
    124 }
    125 #endif
    126 
    127 // Exponential function. Works by writing "x = m*log(2) + r" where
    128 // "m = floor(x/log(2)+1/2)" and "r" is the remainder. The result is then
    129 // "exp(x) = 2^m*exp(r)" where exp(r) is in the range [-1,1).
    130 template <>
    131 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet16f
    132 pexp<Packet16f>(const Packet16f& _x) {
    133   _EIGEN_DECLARE_CONST_Packet16f(1, 1.0f);
    134   _EIGEN_DECLARE_CONST_Packet16f(half, 0.5f);
    135   _EIGEN_DECLARE_CONST_Packet16f(127, 127.0f);
    136 
    137   _EIGEN_DECLARE_CONST_Packet16f(exp_hi, 88.3762626647950f);
    138   _EIGEN_DECLARE_CONST_Packet16f(exp_lo, -88.3762626647949f);
    139 
    140   _EIGEN_DECLARE_CONST_Packet16f(cephes_LOG2EF, 1.44269504088896341f);
    141 
    142   _EIGEN_DECLARE_CONST_Packet16f(cephes_exp_p0, 1.9875691500E-4f);
    143   _EIGEN_DECLARE_CONST_Packet16f(cephes_exp_p1, 1.3981999507E-3f);
    144   _EIGEN_DECLARE_CONST_Packet16f(cephes_exp_p2, 8.3334519073E-3f);
    145   _EIGEN_DECLARE_CONST_Packet16f(cephes_exp_p3, 4.1665795894E-2f);
    146   _EIGEN_DECLARE_CONST_Packet16f(cephes_exp_p4, 1.6666665459E-1f);
    147   _EIGEN_DECLARE_CONST_Packet16f(cephes_exp_p5, 5.0000001201E-1f);
    148 
    149   // Clamp x.
    150   Packet16f x = pmax(pmin(_x, p16f_exp_hi), p16f_exp_lo);
    151 
    152   // Express exp(x) as exp(m*ln(2) + r), start by extracting
    153   // m = floor(x/ln(2) + 0.5).
    154   Packet16f m = _mm512_floor_ps(pmadd(x, p16f_cephes_LOG2EF, p16f_half));
    155 
    156   // Get r = x - m*ln(2). Note that we can do this without losing more than one
    157   // ulp precision due to the FMA instruction.
    158   _EIGEN_DECLARE_CONST_Packet16f(nln2, -0.6931471805599453f);
    159   Packet16f r = _mm512_fmadd_ps(m, p16f_nln2, x);
    160   Packet16f r2 = pmul(r, r);
    161 
    162   // TODO(gonnet): Split into odd/even polynomials and try to exploit
    163   //               instruction-level parallelism.
    164   Packet16f y = p16f_cephes_exp_p0;
    165   y = pmadd(y, r, p16f_cephes_exp_p1);
    166   y = pmadd(y, r, p16f_cephes_exp_p2);
    167   y = pmadd(y, r, p16f_cephes_exp_p3);
    168   y = pmadd(y, r, p16f_cephes_exp_p4);
    169   y = pmadd(y, r, p16f_cephes_exp_p5);
    170   y = pmadd(y, r2, r);
    171   y = padd(y, p16f_1);
    172 
    173   // Build emm0 = 2^m.
    174   Packet16i emm0 = _mm512_cvttps_epi32(padd(m, p16f_127));
    175   emm0 = _mm512_slli_epi32(emm0, 23);
    176 
    177   // Return 2^m * exp(r).
    178   return pmax(pmul(y, _mm512_castsi512_ps(emm0)), _x);
    179 }
    180 
    181 /*template <>
    182 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8d
    183 pexp<Packet8d>(const Packet8d& _x) {
    184   Packet8d x = _x;
    185 
    186   _EIGEN_DECLARE_CONST_Packet8d(1, 1.0);
    187   _EIGEN_DECLARE_CONST_Packet8d(2, 2.0);
    188 
    189   _EIGEN_DECLARE_CONST_Packet8d(exp_hi, 709.437);
    190   _EIGEN_DECLARE_CONST_Packet8d(exp_lo, -709.436139303);
    191 
    192   _EIGEN_DECLARE_CONST_Packet8d(cephes_LOG2EF, 1.4426950408889634073599);
    193 
    194   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_p0, 1.26177193074810590878e-4);
    195   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_p1, 3.02994407707441961300e-2);
    196   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_p2, 9.99999999999999999910e-1);
    197 
    198   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_q0, 3.00198505138664455042e-6);
    199   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_q1, 2.52448340349684104192e-3);
    200   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_q2, 2.27265548208155028766e-1);
    201   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_q3, 2.00000000000000000009e0);
    202 
    203   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_C1, 0.693145751953125);
    204   _EIGEN_DECLARE_CONST_Packet8d(cephes_exp_C2, 1.42860682030941723212e-6);
    205 
    206   // clamp x
    207   x = pmax(pmin(x, p8d_exp_hi), p8d_exp_lo);
    208 
    209   // Express exp(x) as exp(g + n*log(2)).
    210   const Packet8d n =
    211       _mm512_mul_round_pd(p8d_cephes_LOG2EF, x, _MM_FROUND_TO_NEAREST_INT);
    212 
    213   // Get the remainder modulo log(2), i.e. the "g" described above. Subtract
    214   // n*log(2) out in two steps, i.e. n*C1 + n*C2, C1+C2=log2 to get the last
    215   // digits right.
    216   const Packet8d nC1 = pmul(n, p8d_cephes_exp_C1);
    217   const Packet8d nC2 = pmul(n, p8d_cephes_exp_C2);
    218   x = psub(x, nC1);
    219   x = psub(x, nC2);
    220 
    221   const Packet8d x2 = pmul(x, x);
    222 
    223   // Evaluate the numerator polynomial of the rational interpolant.
    224   Packet8d px = p8d_cephes_exp_p0;
    225   px = pmadd(px, x2, p8d_cephes_exp_p1);
    226   px = pmadd(px, x2, p8d_cephes_exp_p2);
    227   px = pmul(px, x);
    228 
    229   // Evaluate the denominator polynomial of the rational interpolant.
    230   Packet8d qx = p8d_cephes_exp_q0;
    231   qx = pmadd(qx, x2, p8d_cephes_exp_q1);
    232   qx = pmadd(qx, x2, p8d_cephes_exp_q2);
    233   qx = pmadd(qx, x2, p8d_cephes_exp_q3);
    234 
    235   // I don't really get this bit, copied from the SSE2 routines, so...
    236   // TODO(gonnet): Figure out what is going on here, perhaps find a better
    237   // rational interpolant?
    238   x = _mm512_div_pd(px, psub(qx, px));
    239   x = pmadd(p8d_2, x, p8d_1);
    240 
    241   // Build e=2^n.
    242   const Packet8d e = _mm512_castsi512_pd(_mm512_slli_epi64(
    243       _mm512_add_epi64(_mm512_cvtpd_epi64(n), _mm512_set1_epi64(1023)), 52));
    244 
    245   // Construct the result 2^n * exp(g) = e * x. The max is used to catch
    246   // non-finite values in the input.
    247   return pmax(pmul(x, e), _x);
    248   }*/
    249 
    250 // Functions for sqrt.
    251 // The EIGEN_FAST_MATH version uses the _mm_rsqrt_ps approximation and one step
    252 // of Newton's method, at a cost of 1-2 bits of precision as opposed to the
    253 // exact solution. The main advantage of this approach is not just speed, but
    254 // also the fact that it can be inlined and pipelined with other computations,
    255 // further reducing its effective latency.
    256 #if EIGEN_FAST_MATH
    257 template <>
    258 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet16f
    259 psqrt<Packet16f>(const Packet16f& _x) {
    260   _EIGEN_DECLARE_CONST_Packet16f(one_point_five, 1.5f);
    261   _EIGEN_DECLARE_CONST_Packet16f(minus_half, -0.5f);
    262   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(flt_min, 0x00800000);
    263 
    264   Packet16f neg_half = pmul(_x, p16f_minus_half);
    265 
    266   // select only the inverse sqrt of positive normal inputs (denormals are
    267   // flushed to zero and cause infs as well).
    268   __mmask16 non_zero_mask = _mm512_cmp_ps_mask(_x, p16f_flt_min, _CMP_GE_OQ);
    269   Packet16f x = _mm512_mask_blend_ps(non_zero_mask, _mm512_rsqrt14_ps(_x),
    270                                      _mm512_setzero_ps());
    271 
    272   // Do a single step of Newton's iteration.
    273   x = pmul(x, pmadd(neg_half, pmul(x, x), p16f_one_point_five));
    274 
    275   // Multiply the original _x by it's reciprocal square root to extract the
    276   // square root.
    277   return pmul(_x, x);
    278 }
    279 
    280 template <>
    281 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8d
    282 psqrt<Packet8d>(const Packet8d& _x) {
    283   _EIGEN_DECLARE_CONST_Packet8d(one_point_five, 1.5);
    284   _EIGEN_DECLARE_CONST_Packet8d(minus_half, -0.5);
    285   _EIGEN_DECLARE_CONST_Packet8d_FROM_INT64(dbl_min, 0x0010000000000000LL);
    286 
    287   Packet8d neg_half = pmul(_x, p8d_minus_half);
    288 
    289   // select only the inverse sqrt of positive normal inputs (denormals are
    290   // flushed to zero and cause infs as well).
    291   __mmask8 non_zero_mask = _mm512_cmp_pd_mask(_x, p8d_dbl_min, _CMP_GE_OQ);
    292   Packet8d x = _mm512_mask_blend_pd(non_zero_mask, _mm512_rsqrt14_pd(_x),
    293                                     _mm512_setzero_pd());
    294 
    295   // Do a first step of Newton's iteration.
    296   x = pmul(x, pmadd(neg_half, pmul(x, x), p8d_one_point_five));
    297 
    298   // Do a second step of Newton's iteration.
    299   x = pmul(x, pmadd(neg_half, pmul(x, x), p8d_one_point_five));
    300 
    301   // Multiply the original _x by it's reciprocal square root to extract the
    302   // square root.
    303   return pmul(_x, x);
    304 }
    305 #else
    306 template <>
    307 EIGEN_STRONG_INLINE Packet16f psqrt<Packet16f>(const Packet16f& x) {
    308   return _mm512_sqrt_ps(x);
    309 }
    310 template <>
    311 EIGEN_STRONG_INLINE Packet8d psqrt<Packet8d>(const Packet8d& x) {
    312   return _mm512_sqrt_pd(x);
    313 }
    314 #endif
    315 
    316 // Functions for rsqrt.
    317 // Almost identical to the sqrt routine, just leave out the last multiplication
    318 // and fill in NaN/Inf where needed. Note that this function only exists as an
    319 // iterative version for doubles since there is no instruction for diretly
    320 // computing the reciprocal square root in AVX-512.
    321 #ifdef EIGEN_FAST_MATH
    322 template <>
    323 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet16f
    324 prsqrt<Packet16f>(const Packet16f& _x) {
    325   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(inf, 0x7f800000);
    326   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(nan, 0x7fc00000);
    327   _EIGEN_DECLARE_CONST_Packet16f(one_point_five, 1.5f);
    328   _EIGEN_DECLARE_CONST_Packet16f(minus_half, -0.5f);
    329   _EIGEN_DECLARE_CONST_Packet16f_FROM_INT(flt_min, 0x00800000);
    330 
    331   Packet16f neg_half = pmul(_x, p16f_minus_half);
    332 
    333   // select only the inverse sqrt of positive normal inputs (denormals are
    334   // flushed to zero and cause infs as well).
    335   __mmask16 le_zero_mask = _mm512_cmp_ps_mask(_x, p16f_flt_min, _CMP_LT_OQ);
    336   Packet16f x = _mm512_mask_blend_ps(le_zero_mask, _mm512_setzero_ps(),
    337                                      _mm512_rsqrt14_ps(_x));
    338 
    339   // Fill in NaNs and Infs for the negative/zero entries.
    340   __mmask16 neg_mask = _mm512_cmp_ps_mask(_x, _mm512_setzero_ps(), _CMP_LT_OQ);
    341   Packet16f infs_and_nans = _mm512_mask_blend_ps(
    342       neg_mask, p16f_nan,
    343       _mm512_mask_blend_ps(le_zero_mask, p16f_inf, _mm512_setzero_ps()));
    344 
    345   // Do a single step of Newton's iteration.
    346   x = pmul(x, pmadd(neg_half, pmul(x, x), p16f_one_point_five));
    347 
    348   // Insert NaNs and Infs in all the right places.
    349   return _mm512_mask_blend_ps(le_zero_mask, infs_and_nans, x);
    350 }
    351 
    352 template <>
    353 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8d
    354 prsqrt<Packet8d>(const Packet8d& _x) {
    355   _EIGEN_DECLARE_CONST_Packet8d_FROM_INT64(inf, 0x7ff0000000000000LL);
    356   _EIGEN_DECLARE_CONST_Packet8d_FROM_INT64(nan, 0x7ff1000000000000LL);
    357   _EIGEN_DECLARE_CONST_Packet8d(one_point_five, 1.5);
    358   _EIGEN_DECLARE_CONST_Packet8d(minus_half, -0.5);
    359   _EIGEN_DECLARE_CONST_Packet8d_FROM_INT64(dbl_min, 0x0010000000000000LL);
    360 
    361   Packet8d neg_half = pmul(_x, p8d_minus_half);
    362 
    363   // select only the inverse sqrt of positive normal inputs (denormals are
    364   // flushed to zero and cause infs as well).
    365   __mmask8 le_zero_mask = _mm512_cmp_pd_mask(_x, p8d_dbl_min, _CMP_LT_OQ);
    366   Packet8d x = _mm512_mask_blend_pd(le_zero_mask, _mm512_setzero_pd(),
    367                                     _mm512_rsqrt14_pd(_x));
    368 
    369   // Fill in NaNs and Infs for the negative/zero entries.
    370   __mmask8 neg_mask = _mm512_cmp_pd_mask(_x, _mm512_setzero_pd(), _CMP_LT_OQ);
    371   Packet8d infs_and_nans = _mm512_mask_blend_pd(
    372       neg_mask, p8d_nan,
    373       _mm512_mask_blend_pd(le_zero_mask, p8d_inf, _mm512_setzero_pd()));
    374 
    375   // Do a first step of Newton's iteration.
    376   x = pmul(x, pmadd(neg_half, pmul(x, x), p8d_one_point_five));
    377 
    378   // Do a second step of Newton's iteration.
    379   x = pmul(x, pmadd(neg_half, pmul(x, x), p8d_one_point_five));
    380 
    381   // Insert NaNs and Infs in all the right places.
    382   return _mm512_mask_blend_pd(le_zero_mask, infs_and_nans, x);
    383 }
    384 #else
    385 template <>
    386 EIGEN_STRONG_INLINE Packet16f prsqrt<Packet16f>(const Packet16f& x) {
    387   return _mm512_rsqrt28_ps(x);
    388 }
    389 #endif
    390 #endif
    391 
    392 }  // end namespace internal
    393 
    394 }  // end namespace Eigen
    395 
    396 #endif  // THIRD_PARTY_EIGEN3_EIGEN_SRC_CORE_ARCH_AVX512_MATHFUNCTIONS_H_
    397